Originally Posted by zuijlen

To learn about futures (don't forget the "s" at the end) you can start with the Chicago Mercantile Exchange (CME) Education Center, where you will also find a number of links pointing to simulated trading facilities. A nice program to practice with is Track 'n Trade. Other than with Forex, though, you don't have free real-time or even EOD data feeds. Also, I found it a hassle to maintain data, keep track of contract expirations, etc.